作者文献 共6篇
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19[J]
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- 2021(565)
- James, Nick Menzies, Max Chan, Jennifer
Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19[J]
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
- 2021(570)
- James, Nick
Evolutionary correlation, regime switching, spectral dynamics and optimal trading strategies for cryptocurrencies and equities[J]
PHYSICA D-NONLINEAR PHENOMENA
- 2022(434)
- James, Nick
Novel semi-metrics for multivariate change point analysis and anomaly detection[J]
PHYSICA D-NONLINEAR PHENOMENA
- 2020(412)
- James, Nick Menzies, Max Azizi, Lamiae Chan, Jennifer